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DSU vs. VBTLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSU vs. VBTLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Debt Strategies Fund, Inc. (DSU) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). The values are adjusted to include any dividend payments, if applicable.

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DSU vs. VBTLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSU
BlackRock Debt Strategies Fund, Inc.
-2.96%5.97%11.13%30.34%-15.51%19.36%1.60%23.84%-10.04%10.68%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
-0.49%7.17%1.26%5.74%-13.16%-1.81%7.72%8.73%-0.25%3.56%

Returns By Period

In the year-to-date period, DSU achieves a -2.96% return, which is significantly lower than VBTLX's -0.49% return. Over the past 10 years, DSU has outperformed VBTLX with an annualized return of 8.10%, while VBTLX has yielded a comparatively lower 1.60% annualized return.


DSU

1D
1.91%
1M
-2.04%
YTD
-2.96%
6M
-4.26%
1Y
3.08%
3Y*
12.06%
5Y*
7.09%
10Y*
8.10%

VBTLX

1D
0.52%
1M
-2.23%
YTD
-0.49%
6M
0.50%
1Y
3.77%
3Y*
3.44%
5Y*
0.23%
10Y*
1.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSU vs. VBTLX - Expense Ratio Comparison

DSU has a 2.47% expense ratio, which is higher than VBTLX's 0.05% expense ratio.


Return for Risk

DSU vs. VBTLX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSU
DSU Risk / Return Rank: 1111
Overall Rank
DSU Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DSU Sortino Ratio Rank: 99
Sortino Ratio Rank
DSU Omega Ratio Rank: 1212
Omega Ratio Rank
DSU Calmar Ratio Rank: 1010
Calmar Ratio Rank
DSU Martin Ratio Rank: 1212
Martin Ratio Rank

VBTLX
VBTLX Risk / Return Rank: 5656
Overall Rank
VBTLX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VBTLX Sortino Ratio Rank: 5555
Sortino Ratio Rank
VBTLX Omega Ratio Rank: 4040
Omega Ratio Rank
VBTLX Calmar Ratio Rank: 7777
Calmar Ratio Rank
VBTLX Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSU vs. VBTLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Debt Strategies Fund, Inc. (DSU) and Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


DSUVBTLXDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.00

-0.76

Sortino ratio

Return per unit of downside risk

0.39

1.44

-1.06

Omega ratio

Gain probability vs. loss probability

1.07

1.18

-0.10

Calmar ratio

Return relative to maximum drawdown

0.18

1.78

-1.60

Martin ratio

Return relative to average drawdown

1.01

5.08

-4.08

DSU vs. VBTLX - Sharpe Ratio Comparison

The current DSU Sharpe Ratio is 0.23, which is lower than the VBTLX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of DSU and VBTLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DSUVBTLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.00

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.04

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.32

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.76

-0.53

Correlation

The correlation between DSU and VBTLX is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

DSU vs. VBTLX - Dividend Comparison

DSU's dividend yield for the trailing twelve months is around 12.35%, more than VBTLX's 3.61% yield.


TTM20252024202320222021202020192018201720162015
DSU
BlackRock Debt Strategies Fund, Inc.
12.35%11.64%11.01%9.70%7.56%6.21%7.96%7.43%8.41%6.98%6.60%8.07%
VBTLX
Vanguard Total Bond Market Index Fund Admiral Shares
3.61%3.87%3.69%3.10%2.59%1.96%2.39%2.74%2.57%2.56%2.53%2.82%

Drawdowns

DSU vs. VBTLX - Drawdown Comparison

The maximum DSU drawdown since its inception was -72.03%, which is greater than VBTLX's maximum drawdown of -18.81%. Use the drawdown chart below to compare losses from any high point for DSU and VBTLX.


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Drawdown Indicators


DSUVBTLXDifference

Max Drawdown

Largest peak-to-trough decline

-72.03%

-18.81%

-53.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.55%

-2.73%

-9.82%

Max Drawdown (5Y)

Largest decline over 5 years

-24.23%

-18.14%

-6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-45.36%

-18.81%

-26.55%

Current Drawdown

Current decline from peak

-4.83%

-3.06%

-1.77%

Average Drawdown

Average peak-to-trough decline

-11.67%

-2.67%

-9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.28%

0.96%

+1.32%

Volatility

DSU vs. VBTLX - Volatility Comparison

BlackRock Debt Strategies Fund, Inc. (DSU) has a higher volatility of 4.16% compared to Vanguard Total Bond Market Index Fund Admiral Shares (VBTLX) at 1.55%. This indicates that DSU's price experiences larger fluctuations and is considered to be riskier than VBTLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSUVBTLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

1.55%

+2.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.52%

2.59%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

4.37%

+8.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.74%

5.98%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.90%

4.97%

+10.93%